+Article 495h Transitional arrangements for the use of the alternative internal model approach for market risk

Article 495h Transitional arrangements for the use of the alternative internal model approach for market risk

Article 495h

Transitional arrangements for the use of the alternative internal model approach for market risk

By way of derogation from Article 325az(2), point (d), institutions may use, until 1 January 2026, the alternative internal model approach to calculate their own funds requirements for market risk for trading desks that do not meet the requirements laid down in Article 325bg.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards